-10.5%
TEM vs RCAT
-59.1%
+48.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -10.3% | +7.5% | +0.1% |
| 7D | -1.3% | -18.5% | +17.2% | +4.5% |
| 30D | -9.5% | -37.0% | +27.5% | +2.7% |
| 3M | +60.7% | -54.9% | +115.6% | +98.5% |
| 6M | +35.5% | -63.6% | +99.1% | +73.5% |
| YTD | +28.0% | -49.6% | +77.6% | +37.5% |
| 1Y | -10.5% | -57.8% | +47.3% | +2.0% |
| All | -10.5% | -59.1% | +48.6% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling